How do I have no users in favourites and instead just have my own profile as the only favourite? I don't like playing favourites.

If you're asking how to reset your "Favorite Buddies" list so that no one is a favorite:

Hover your mouse over that area and a pencil will appear (bottom right of the "buddies" section, just above the "Groups" section) with the words "Edit List" next to it. Click on that to bring up the edit and delete yourself from there. The Buddies List should then go back to the default. Usually the only ones to appear by default are the first ones, in the order they were added, until it runs out of room.

Not everyone will show up there, though, it won't expand enough for all of them to appear, so it might still look like you are playing favorites. By having only yourself in there, that actually accomplishes "not playing favorites" better than going back to the default, where only a few would be seen anyway...

Alternately, you can play with trying to add them all, one at a time, in that same "Edit List" interface and see just how many you can get to appear. I'm not entirely sure about that myself.